-0.8%
EW vs RDW
+1.6%
-2.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -3.4% | +4.8% | -8.2% | -3.6% |
| 30D | -7.4% | -19.5% | +12.2% | -6.4% |
| 3M | +0.9% | -26.9% | +27.8% | +2.0% |
| 6M | +1.2% | +17.8% | -16.6% | -1.8% |
| YTD | +1.8% | +43.0% | -41.2% | -3.3% |
| 1Y | +10.8% | +32.1% | -21.2% | +4.8% |
| 3Y | +17.1% | +250.6% | -233.5% | -2.0% |
| 5Y | -28.2% | -6.6% | -21.6% | -40.5% |
| All | -0.8% | +1.6% | -2.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling